Strong convergence of a modified proximal algorithm for solving the lasso

DOI10.1186/S13660-015-0680-XMaRDI QIDQ262321zbMATH OpenOpenAlexWikidataFDO

Authors Ming Tian, Jun-Ying Gong

Publication date 29 March 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-015-0680-x

zbMATH Keywords

lassovariational inequality\(l_{1}\) regularization\(Q\)-lassoproximal method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods for variational inequalities and related problems (65K15)

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Cited in

(3)

• Properties and iterative methods for the lasso and its variants
• Local Linear Convergence of ISTA and FISTA on the LASSO Problem
• The iterative method for solving the proximal split feasibility problem with an application to LASSO problem

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• PDCO

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